Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
06.05.2024 19.45% 0.06 CHF 0.07 CHF 925'000 475'000 979'505 338'251 45'822 CHF 19'720 CHF 99.21% 99.21%
03.05.2024 22.63% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 39'439 CHF 12'360 CHF 99.38% 99.38%
02.05.2024 19.06% 0.04 CHF 0.05 CHF 1'000'000 250'000 959'196 384'406 45'842 CHF 22'821 CHF 99.38% 99.38%
30.04.2024 14.83% 0.06 CHF 0.07 CHF 925'000 475'000 811'831 415'861 50'654 CHF 30'119 CHF 99.42% 99.42%
29.04.2024 12.63% 0.08 CHF 0.09 CHF 675'000 350'000 677'141 352'204 50'235 CHF 29'653 CHF 99.28% 99.28%
26.04.2024 12.61% 0.08 CHF 0.09 CHF 675'000 350'000 678'403 352'544 50'421 CHF 29'725 CHF 97.22% 97.22%
25.04.2024 12.92% 0.07 CHF 0.08 CHF 725'000 375'000 691'904 359'862 50'092 CHF 29'657 CHF 83.98% 83.98%
24.04.2024 10.77% 0.08 CHF 0.09 CHF 625'000 325'000 580'747 305'936 51'049 CHF 29'986 CHF 99.38% 99.38%
23.04.2024 9.54% 0.10 CHF 0.11 CHF 500'000 500'000 500'205 494'455 49'928 CHF 54'303 CHF 99.39% 99.39%
22.04.2024 8.54% 0.10 CHF 0.11 CHF 500'000 500'000 460'150 460'150 51'578 CHF 56'180 CHF 99.39% 99.39%

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